-39.8%
BABA vs HIMS
+160.3%
-200.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | -24.1% | +10.3% | -11.1% |
| 30D | -15.1% | -28.8% | +13.7% | -12.1% |
| 3M | -22.7% | -31.4% | +8.7% | -20.1% |
| 6M | -34.7% | -18.3% | -16.4% | -34.5% |
| YTD | -35.0% | -39.2% | +4.2% | -33.8% |
| 1Y | -40.4% | -45.3% | +4.9% | -38.6% |
| 3Y | +21.9% | +181.9% | -159.9% | -32.6% |
| All | -39.8% | +160.3% | -200.1% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HIMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling